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arxiv: 0712.4199 · v1 · submitted 2007-12-27 · 🧮 math.PR · math.SP

Edgeworth expansions in operator form

classification 🧮 math.PR math.SP
keywords expansionsformoperatorasymptoticcertainchainsclassicalcoefficients
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An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spectral method. They prove to be extremely useful within the context of large deviations.

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